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BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM

BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM

DE FRANCO, CARMINE; NICOLLE, JOHANN; PHAM, HUYÊN
  • 期刊名称International Journal of Theoretical and Applied Finance
  • 作者DE FRANCO, CARMINE; NICOLLE, JOHANN; PHAM, HUYÊN
  • 卷第22卷
  • 期第7期
  • 印刷ISSN0219-0249
  • 电子ISSN1793-6322
  • 文件大小1149.99KB
  • 发表时间2019-11
  • DOI10.1142/s0219024919500377
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